- Issuer
- BlackRock
- Inception Date
- Aug 18, 2020
- Category
- Foreign Large Cap Equities
- Min. Investment
- $2,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
BRZIX Performance Chart
BlackRock Sustainable Advantage International Equity Fund (BRZIX) is up 13.4% since the beginning of the year. BRZIX is currently trading at $13 per share. Investors who bought $1,000 worth of BRZIX shares 5 years ago would now be looking at an investment worth $1,661.
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Returns By Period
BlackRock Sustainable Advantage International Equity Fund (BRZIX) has returned 13.41% so far this year and 27.61% over the past 12 months.
BlackRock Sustainable Advantage International Equity Fund
- 1D
- 2.75%
- 1M
- 2.06%
- 6M
- 7.89%
- YTD
- 13.41%
- 1Y
- 27.61%
- 3Y*
- 17.78%
- 5Y*
- 10.68%
- 10Y*
- —
- ALL TIME*
- 13.09%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
BRZIX Monthly Returns History
Based on dividend-adjusted daily data since Aug 18, 2020, BRZIX's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +14.3%, while the worst month was Jun 2022 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BRZIX closed higher 52% of trading days. The best single day was Jul 15, 2021 with a return of +8.7%, while the worst single day was Jul 16, 2021 at -9.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.12% | 4.57% | -7.93% | 5.69% | 2.92% | 0.80% | 2.21% | 13.41% | |||||
| 2025 | 4.81% | 3.21% | 0.17% | 3.52% | 4.94% | 2.31% | -2.40% | 4.68% | 2.73% | 0.66% | 0.66% | 3.18% | 32.15% |
| 2024 | -0.46% | 3.26% | 3.51% | -2.79% | 6.36% | -1.60% | 2.61% | 3.29% | 0.41% | -5.70% | 0.00% | -2.72% | 5.67% |
| 2023 | 8.07% | -2.59% | 3.07% | 3.08% | -3.56% | 4.49% | 2.67% | -3.95% | -3.43% | -2.23% | 8.52% | 4.84% | 19.37% |
| 2022 | -4.39% | -3.56% | 0.10% | -6.40% | 1.45% | -8.68% | 5.42% | -6.01% | -8.33% | 5.85% | 13.29% | -1.38% | -14.02% |
| 2021 | -1.33% | 2.97% | 2.27% | 3.25% | 3.89% | -1.20% | 0.31% | 1.75% | -3.35% | 3.02% | -4.14% | 5.21% | 12.87% |
Benchmark Metrics
BlackRock Sustainable Advantage International Equity Fund has an annualized alpha of 2.70%, beta of 0.76, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since August 18, 2020.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.33%) than losses (77.07%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.70% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.70%
- Beta
- 0.76
- R²
- 0.56
- Upside Capture
- 78.33%
- Downside Capture
- 77.07%
Expense Ratio
BRZIX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BRZIX ranks 65 for risk / return — above 65% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for BlackRock Sustainable Advantage International Equity Fund (BRZIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRZIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.00 | +0.28 |
| Martin ratioReturn relative to average drawdown | 8.83 | 8.49 | +0.34 |
Dividends
Dividend History
BlackRock Sustainable Advantage International Equity Fund provided a 17.40% dividend yield over the last twelve months, with an annual payout of $2.34 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $2.34 | $1.98 | $0.42 | $0.28 | $0.31 | $1.51 | $0.07 |
Dividend yield | 17.40% | 15.87% | 3.83% | 2.59% | 3.29% | 13.55% | 0.59% |
Monthly Dividends
The table displays the monthly dividend distributions for BlackRock Sustainable Advantage International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $1.64 | $1.98 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.42 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.28 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $1.51 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BlackRock Sustainable Advantage International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BlackRock Sustainable Advantage International Equity Fund was 32.64%, occurring on Sep 27, 2022. Recovery took 361 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.64%Sep 2022 | 1y 2mo | 1y 5mo | 2y 7moJul 2021 - Mar 2024 | Bear market2022 |
-13.89%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 | 2025 selloff2025 |
-11.50%Mar 2026 | 18d | 2mo 7d | 2mo 25dMar 2026 - May 2026 | — |
-10.12%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 | — |
-7.84%Aug 2024 | 21d | 16d | 1mo 7dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| BRZIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -56.78% | +24.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -9.10% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.89% | -18.90% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.89% | -25.43% | -3.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -10.70% | +3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.14% | +0.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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